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Policyholder Behavior in the Tail – UL with Secondary Guarantee Survey – 2008 Results
Next, insurers were asked to describe their dynamic lapse function used for policies with secondary ... 50% 60% When AV=0, lapses=0%* More Complex Dynamic Lapses Static Lapses** *5 of these 8 insurers ...- Authors: Society of Actuaries
- Date: Nov 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Annuities>Guaranteed living benefits
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Policyholder Behavior in the Tail – Variable Annuity Guaranteed Benefits Survey/C3 Phase II – 2007 and 2008 Survey Results
not use dynamic lapses for death benefits. • The vast majority of insurers (95%) use dynamic lapses for ... out-of-the-money. • Around 70%-80% of insurers model dynamic utilization for income and withdrawal benefits ...- Authors: Society of Actuaries
- Date: Aug 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Annuities>Guaranteed living benefits
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Making the Case for Economic Risk Capital and Risk-Adjusted Performance Measurement Frameworks
shortcomings. I'm going to skip this to go into the dynamic financial capital model (FPC). The FPC is trying ... need both. We need the traditional model and the dynamic model. The traditional model keeps everybody in ...- Authors: Hubert B Mueller, Jose Siberon, Kevin Reimer
- Date: Jun 2004
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital
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Credit Risk Modeling For Life Insurers
we find is that credit risk is actually quite dynamic. Long gone are the days when people just bought ... finding is credit risk changes a lot. It's very dynamic. It's not stable or stale as one might think by ...- Authors: Larry Rubin, Martin le Roux, Walid Shinnawi
- Date: Jun 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Portfolio management - Finance & Investments; Life Insurance>Pricing - Life Insurance
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Managing Credit Risk in the Changing Market Environment
Managing Credit Risk in the Changing Market Environment Presenters cover the outlook for ... where there's active concentration analysis, more dynamic ratings review, and more of an early warning system ...- Authors: John Nigh, Joel S Salomon, Hank Prybylski
- Date: Jun 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Economics>Financial markets; Finance & Investments>Capital management - Finance & Investments
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Critical Illness Prodcuts: Recent Lessons From International Markets
Critical Illness Prodcuts: Recent Lessons From International Markets Critical illness CI products ... In other words, it is a dynamic loop. The pricing theory behind the dynamic loop is really at a very ...- Authors: Susan Kimball, James Christou, David O'Brien
- Date: May 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Global Perspectives>Global markets; Health & Disability>Critical illness insurance
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Bringing Risk into Capital Management
with a risk factor. And then you come down to dynamic solvency testing. Now we are talking about ... to ensure allocation of capital, also called dynamic allocation of capital—or what we like to call ...- Authors: Chiu-Cheng Chang, Alastair G Longley-Cook, Francis Sabatini, Geoffrey Hancock
- Date: May 2003
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Capital management - Finance & Investments; Finance & Investments>Economic capital
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The Risk-Based Capital C-3 Interest Rate Project
rather than require that people do some sort of dynamic modeling of all those things, we developed a very ... consider what these scenarios look like, what dynamic assumptions are in the model, and whether they ...- Authors: Robert A Brown, Larry M Gorski
- Date: Oct 1999
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Record of the Society of Actuaries
- Topics: Finance & Investments>Capital management - Finance & Investments